Results 51 to 60 of about 35,694 (306)

What causes the return and volatility spillover in Chinese green finance markets? A time-frequency perspective

Journal of Business Economics and Management
This paper analyzes both return and volatility spillovers between green bonds, green stocks, clean energy, and carbon markets from April 28, 2014, to May 31, 2024, using the time-frequency connectedness methodology.
Rongyan Liu, Lingyun He, Ling Chen, Yating Fu   +3 more
doaj   +1 more source

Volatility Spillovers Across the Tasman [PDF]

Australian Journal of Management, 1996
The study of volatility inter-dependence provides useful insights into how information is transmitted and disseminated across markets. Research results in this area have implications for international diversification and market efficiency. This paper explores volatility spillovers between the Australian and New Zealand stock markets.
openaire   +1 more source

The Role of Certifications in Improving Household Food Security Among Peruvian Farmers

Agribusiness, EarlyView.
ABSTRACT Achieving global food security requires sustainable transformations in agri‐food systems. Voluntary Sustainability Standards (VSS) such as Organic and Fairtrade aim to internalize certain social and environmental costs while promoting more equitable value distribution, improved market access, and sustainable production practices.
Lisa‐Marie Schulte, Awudu Abdulai
wiley   +1 more source

Unraveling COVID-19-induced volatility spillover: a study of the dynamic interplay between NIFTY 50 spot and options markets [PDF]

Seonmul yeongu
This study unravels the transmission of volatility spillovers between NIFTY 50 spot prices and the options market, addressing a significant gap in existing studies.
Nisha Tokas, Ruchika Gahlot, Neha Puri, Himani Gupta, Kunal Malhotra   +4 more
doaj   +1 more source

Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects [PDF]

, 2004
This paper investigates the intraday price volatility process in four Australian wholesale electricity markets; namely New South Wales, Queensland, South Australia and Victoria.
Higgs, Helen, Worthington, Andrew C.
core   +4 more sources

Volatility Spillover on IDX Energy Sector

Jurnal Riset Akuntansi dan Keuangan, 2022
This study aimed to determine the spillover volatility factors from the stock returns on IDX Energy Sector firms. It focused on 3 types of factors, including 1) economy, especially crude oil prices, 2) market, such as inflation, exchange rate, and real GDP growth, and 3) firm specific-factors, such as ROE, Firm Size, and DER.
Fadila, Ardhiani, Nugraheni, Siwi, Sholihah, Dienni Ruhjatini   +2 more
openaire   +2 more sources

Mapping the Innovation DNA of Agribusiness Firms: A Multi‐Method Analysis of Strategic Capabilities and Performance

Agribusiness, EarlyView.
ABSTRACT Innovation is essential for competitiveness in agribusiness facing dynamic environments. This study examines how market orientation, marketing, relational, and social capabilities influence innovation performance. Using data from 751 Spanish firms and a multi‐method approach that integrates Structural Equation Modeling (PLS‐SEM), Necessary ...
Beatriz Corchuelo Martínez‐Azúa, Alvaro Dias   +1 more
wiley   +1 more source

Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets

Journal of Agricultural and Resource Economics, 2003
Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish.
Cumhur Buguk, Darren Hudson, Terrill R. Hanson   +2 more
doaj   +1 more source

Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era

Heliyon, 2022
This study investigates the dynamic connectedness and spillovers between Islamic and conventional stock markets to reveal the time- and frequency-domain dynamics of the two asset classes under various market conditions.
Ahmed Bossman, Peterson Owusu Junior, Aviral Kumar Tiwari   +2 more
doaj   +1 more source

Food inflation pass‐through from agricultural imports in a small open economy

American Journal of Agricultural Economics, EarlyView.
Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley   +1 more source